Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements

The ARDL package in R, widely adopted by researchers, institutions, and central banks, has played a key role in facilitating applied cointegration analysis in an open-source setting. Building on this foundation, future developments aim to expand the package's methodological scope and practical usability. Planned extensions include the implementation of several advanced model variants within the ARDL framework, along with improvements to the structure and performance of the codebase. Efforts are also underway to explore the development of an interactive user interface to make the functionality more accessible to a broader audience. By advancing methodological coverage and improving usability, the goal is to support both research and real-world applications, while encouraging replicable results in time series econometrics.

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Publication Details

Journal
Discovery Research Portal (University of Dundee)
Published
2025-12-14
Primary Topic
Data Analysis with R
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article
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article

Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements

Kleanthis; id_orcid 0000-0003-1180-2984 Natsiopoulos
Discovery Research Portal (University of Dundee)
Data Analysis with R
article

Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements

Kleanthis; id_orcid 0000-0003-1180-2984 Natsiopoulos
article en

Abstract

The ARDL package in R, widely adopted by researchers, institutions, and central banks, has played a key role in facilitating applied cointegration analysis in an open-source setting. Building on this foundation, future developments aim to expand the package's methodological scope and practical usability. Planned extensions include the implementation of several advanced model variants within the ARDL framework, along with improvements to the structure and performance of the codebase. Efforts are also underway to explore the development of an interactive user interface to make the functionality more accessible to a broader audience. By advancing methodological coverage and improving usability, the goal is to support both research and real-world applications, while encouraging replicable results in time series econometrics.

Discovery Research Portal (University of Dundee)
Openalex Percentile: Top 13%
Data Analysis with R
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